ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	775.0	773.3	-1.7	-0.2%	760.1
High	777.7	776.4	-1.3	-0.2%	777.7
Low	772.7	773.3	0.6	0.1%	760.1
Close	777.0	779.3	2.3	0.3%	779.3
Range	5.0	3.1	-1.9	-38.0%	17.6
ATR	6.6	6.4	-0.2	-3.1%	0.0
Volume	20	20	0	0.0%	221

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	785.8	785.5	781.0
R3	782.5	782.5	780.3
R2	779.5	779.5	779.8
R1	779.3	779.3	779.5	779.5
PP	776.3	776.3	776.3	776.3
S1	776.3	776.3	779.0	776.3
S2	773.3	773.3	778.8
S3	770.3	773.3	778.5
S4	767.0	770.0	777.5

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	825.3	819.8	789.0
R3	807.5	802.3	784.3
R2	790.0	790.0	782.5
R1	784.8	784.8	781.0	787.3
PP	772.3	772.3	772.3	773.8
S1	767.0	767.0	777.8	769.8
S2	754.8	754.8	776.0
S3	737.3	749.5	774.5
S4	719.5	731.8	769.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	777.7	760.1	17.6	2.3%	3.3	0.4%	109%	False	False	44
10	777.7	737.9	39.8	5.1%	3.5	0.4%	104%	False	False	61
20	777.7	734.0	43.7	5.6%	2.3	0.3%	104%	False	False	38

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	789.5
2.618	784.5
1.618	781.5
1.000	779.5
0.618	778.3
HIGH	776.5
0.618	775.3
0.500	774.8
0.382	774.5
LOW	773.3
0.618	771.5
1.000	770.3
1.618	768.3
2.618	765.3
4.250	760.0

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	777.8	777.8
PP	776.3	776.3
S1	774.8	774.8

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols